+8.8%
DUK vs FANG
+32.1%
-23.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.4% |
| 7D | +3.3% | -13.0% | +16.3% | +3.4% |
| 30D | +12.5% | -2.9% | +15.4% | +12.4% |
| 3M | +6.4% | -3.0% | +9.4% | +6.2% |
| 6M | +3.7% | -11.9% | +15.7% | +3.8% |
| YTD | +13.9% | +21.5% | -7.6% | +11.0% |
| 1Y | +8.8% | +34.0% | -25.2% | +7.8% |
| All | +8.8% | +32.1% | -23.3% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling